StochasticOptimizer (finmath lib 5.0.4 API)

All Known Implementing Classes:

StochasticLevenbergMarquardt, StochasticLevenbergMarquardtAD, StochasticPathwiseLevenbergMarquardt, StochasticPathwiseLevenbergMarquardtAD
```
public interface StochasticOptimizer
```
Version:

1.0

Author:

Christian Fries

Nested Class Summary

Nested Classes
Modifier and Type Interface Description

static interface StochasticOptimizer.ObjectiveFunction
The interface describing the objective function of a StochasticOptimizer.

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`RandomVariable[]`	`getBestFitParameters()`	Get the best fit parameter vector.
`int`	`getIterations()`	Get the number of iterations.
`double`	`getRootMeanSquaredError()`
`void`	`run()`	Runs the optimization.

- Method Detail
  - getBestFitParameters
```
RandomVariable[] getBestFitParameters()
```
    Get the best fit parameter vector.
    
    Returns:
    
    The best fit parameter.
  - getRootMeanSquaredError
```
double getRootMeanSquaredError()
```
    Returns:
    
    the the root mean square error achieved with the the best fit parameter
  - getIterations
```
int getIterations()
```
    Get the number of iterations.
    
    Returns:
    
    The number of iterations required
  - run
```
void run()
  throws SolverException
```
    Runs the optimization.
    
    Throws:
    
    SolverException - Thrown if the valuation fails, specific cause may be available via the cause() method.